ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-08 |
0-05 |
0.1% |
117-24 |
| High |
121-02 |
120-16 |
-0-18 |
-0.5% |
123-30 |
| Low |
119-20 |
119-12 |
-0-08 |
-0.2% |
117-18 |
| Close |
120-03 |
119-20 |
-0-15 |
-0.4% |
121-12 |
| Range |
1-14 |
1-04 |
-0-10 |
-21.7% |
6-12 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.9% |
0-00 |
| Volume |
5,564 |
3,342 |
-2,222 |
-39.9% |
23,705 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-17 |
120-08 |
|
| R3 |
122-03 |
121-13 |
119-30 |
|
| R2 |
120-31 |
120-31 |
119-27 |
|
| R1 |
120-09 |
120-09 |
119-23 |
120-02 |
| PP |
119-27 |
119-27 |
119-27 |
119-23 |
| S1 |
119-05 |
119-05 |
119-17 |
118-30 |
| S2 |
118-23 |
118-23 |
119-13 |
|
| S3 |
117-19 |
118-01 |
119-10 |
|
| S4 |
116-15 |
116-29 |
119-00 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-03 |
137-03 |
124-28 |
|
| R3 |
133-23 |
130-23 |
123-04 |
|
| R2 |
127-11 |
127-11 |
122-17 |
|
| R1 |
124-11 |
124-11 |
121-31 |
125-27 |
| PP |
120-31 |
120-31 |
120-31 |
121-22 |
| S1 |
117-31 |
117-31 |
120-25 |
119-15 |
| S2 |
114-19 |
114-19 |
120-07 |
|
| S3 |
108-07 |
111-19 |
119-20 |
|
| S4 |
101-27 |
105-07 |
117-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-30 |
119-12 |
4-18 |
3.8% |
2-10 |
1.9% |
5% |
False |
True |
6,285 |
| 10 |
123-30 |
116-15 |
7-15 |
6.2% |
1-22 |
1.4% |
42% |
False |
False |
3,880 |
| 20 |
123-30 |
114-15 |
9-15 |
7.9% |
1-07 |
1.0% |
54% |
False |
False |
2,158 |
| 40 |
123-30 |
113-06 |
10-24 |
9.0% |
0-29 |
0.8% |
60% |
False |
False |
1,105 |
| 60 |
123-30 |
113-06 |
10-24 |
9.0% |
0-22 |
0.6% |
60% |
False |
False |
742 |
| 80 |
123-30 |
113-06 |
10-24 |
9.0% |
0-17 |
0.4% |
60% |
False |
False |
560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-09 |
|
2.618 |
123-14 |
|
1.618 |
122-10 |
|
1.000 |
121-20 |
|
0.618 |
121-06 |
|
HIGH |
120-16 |
|
0.618 |
120-02 |
|
0.500 |
119-30 |
|
0.382 |
119-26 |
|
LOW |
119-12 |
|
0.618 |
118-22 |
|
1.000 |
118-08 |
|
1.618 |
117-18 |
|
2.618 |
116-14 |
|
4.250 |
114-19 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
120-14 |
| PP |
119-27 |
120-05 |
| S1 |
119-23 |
119-29 |
|